+5.0%
SYK vs SO
+58.1%
-53.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -12.3% | -1.1% | -11.2% | -12.0% |
| 30D | -22.4% | -3.7% | -18.7% | -21.4% |
| 3M | -12.3% | -5.9% | -6.4% | -10.3% |
| 6M | -24.3% | -7.3% | -17.0% | -22.2% |
| YTD | -22.8% | +3.1% | -25.9% | -23.8% |
| 1Y | -28.8% | -1.0% | -27.8% | -28.8% |
| 3Y | -4.0% | +43.2% | -47.2% | -19.1% |
| All | +5.0% | +58.1% | -53.1% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling